Compare 2-5 Strategies
arena_compare_strategiesWhich of these strategies performed best on the same data? Run 2–5 strategies against the SAME pair, interval and date range and return per-strategy metrics plus a comparison summary (best by CAGR, best by win-rate, worst by drawdown). Use this when the user asks which of several strategies fits a market — it holds the pair, interval and requested date range fixed, which a series of separate arena_run_backtest calls does not guarantee. What it does NOT equalize is the EVALUATION window: a strategy with a long warmup starts trading later, so compare actual_date_from across the runs and check result.benchmark before ranking by CAGR. For one strategy across many pairs use arena_run_universe_backtest instead. Caveat worth passing on: comparing N strategies and reporting the winner IS multiple testing — the winner’s edge is upward-biased. arena_get_robustness_field puts a counted N on that. Sequential, expect 10–50s. Per-day quota: Pro=20, Power=200. [API Pro tier]
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| pair | Yes | Crypto pair symbol, e.g. BTCUSDT — the same pair for every strategy. | |
| capital | No | Starting capital in quote currency. Default 10000. Affects absolute figures only, not CAGR or win-rate. | |
| date_to | No | End date, YYYY-MM-DD. Default: today. | |
| filters | No | Optional entry filters (Pro+). Each one only ever REMOVES entries — filters never create trades. Omit for the unfiltered baseline. | |
| interval | Yes | Candle interval: '1d' daily, '2d'/'3d' multi-day, '1w' weekly, '1M' monthly. Multi-day candles (2d/3d) are anchored to the Unix epoch, so one of n possible alignments is used. Measured on our own corpus, the choice of alignment alone moves CAGR by 6.66 pp on average (max 12.30). Treat differences below that as not distinguishable — 1d/2d/3d behaved as one block in our tests, not a ranking. | |
| date_from | Yes | Start date, YYYY-MM-DD. Earlier than the pair listing is clamped to the first available candle. | |
| asset_type | Yes | Asset class. Use 'crypto' unless you are explicitly backtesting a tokenized real-world asset. Note: tokenized stocks/ETFs/gold trade AS crypto pairs (e.g. spybUSDT, qqqbUSDT) — there is no separate stocks/forex backtest surface; non-crypto asset classes were retired. | |
| strategies | Yes | The 2–5 strategies to compare, each with optional own params. |